Vanda Pharmaceuticals (VNDA) Options Chain
NASDAQ: VNDAHealth CareBiotechnology: Pharmaceutical PreparationsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
After hours: 4.55 -0.44%
Expiration date
- Expiration
- Oct 16, 2026
- Days to expiration
- 7
- Share price
- $4.57
- Put/call ratio (OI)
- 0.07
- Put/call ratio (volume)
- 0.06
- ATM implied volatility
- 146.5%
- Expected move
- ±$0.9271
- Open interest (C / P)
- 1.64K / 119
VNDA options summary
The VNDA options chain for the October 16, 2026 expiration lists 4 call and 2 put contracts, with 7 days until expiration. Open interest stands at 1,638 calls and 119 puts, a put/call ratio of 0.07, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $5.00 strike is 146.5%, which implies the market expects a move of about ±$0.9271 (20.3%) in Vanda Pharmaceuticals stock by expiration.
The most open interest sits at the $5.00 call (1.02K contracts) and the $5.00 put (113 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
VNDA options chain · October 16, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 0.10 | 0.05 | 0.25 | 5.00 | 0.00 | 0.75 | 0.52 | |||||
| 0.01 | 0.00 | 0.15 | 6.00 | 0.90 | 1.85 | 1.55 | |||||
| 0.01 | 0.00 | 0.05 | 7.00 | — | — | — | |||||
| 0.05 | 0.00 | 0.75 | 8.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the VNDA put/call ratio?
For the October 16, 2026 expiration, the VNDA put/call ratio based on open interest is 0.07 (119 puts vs 1,638 calls), and 0.06 based on today's volume. A ratio above 1 means more puts than calls.
What is VNDA's implied volatility?
At-the-money implied volatility for VNDA options expiring October 16, 2026 is about 146.5%, an annualized estimate of how much the market expects Vanda Pharmaceuticals stock to move.
How many VNDA option expiration dates are there?
VNDA has 4 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.